On the impact of quantitative easing on credit standards and systemic risk: the Japanese experience

DOI10.1016/J.ECONLET.2019.07.005zbMATH Open1429.91337OpenAlexW2956557033WikidataQ127535941 ScholiaQ127535941MaRDI QIDQ2292728FDOQ2292728

Authors: Anh N. Vu 

Publication date: 5 February 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://sro.sussex.ac.uk/id/eprint/85688/1/Anh-June2019-Econ-accepted.pdf

Recommendations

• The impact of quantitative and qualitative easing on term structure: evidence from micro-level data
• The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: the experiences of the federal reserve and the European central bank
• The Bank of Japan's equity purchases and stock price crash risk
• The macroeconomic effects of quantitative easing in the euro area: evidence from an estimated DSGE model
• Negative interest rates policy and banks' risk-taking: empirical evidence

zbMATH Keywords

Japanquantitative easingcredit standardsbank systemic risk

Mathematics Subject Classification ID

Credit risk (91G40) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Testing for a unit root in variables with a double change in the mean
• Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?
• Monetary policy and long-run systemic risk-taking
• Do negative interest rates make banks less safe?

Cited In (4)

• The impact of quantitative and qualitative easing on term structure: evidence from micro-level data
• The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: the experiences of the federal reserve and the European central bank
• The Bank of Japan's equity purchases and stock price crash risk
• The financial market effects of unwinding the Federal Reserve's balance sheet

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